Financial ambiguity and oil prices
Abstract Recent theoretical developments in economics distinguish between risk and ambiguity (Knightian uncertainty). Using state-of-the-art methods with intraday stock market data from February 1993 to February 2021, we derive financial ambiguity and empirically examine the effect of shocks to it o...
Gardado en:
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
SpringerOpen
2024-08-01
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| Series: | Financial Innovation |
| Assuntos: | |
| Acceso en liña: | https://doi.org/10.1186/s40854-024-00656-w |
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